What looked like control in Sunday’s win over Croatia, here looked like caution as the hosts failed to assert their superiority over the outstanding Scots in a crackling atmosphere of around 22,500 supporters.
Southgate’s side were too ponderous, too hesitant, too lethargic and often disjointed.
In a parallel with the Croatia game, England started well but faded after striking the post through John Stones’ thumping header in the 11th minute – which was to prove their clearest chance of the match.
Scotland were superb, none more so than midfield two John McGinn and Billy Gilmour, and had a fine chance of their own in the first half when Stephen O’Donnell’s volley was turned around the post by Jordan Pickford.
But England’s performance leaves their status as favourites and their hopes of making another deep run in the tournament in serious doubt.
Put simply, if they cannot break down Scotland, what chance do they have against France, Portugal or Germany in the last 16 or quarter-finals?
England’s struggles were best exemplified by captain Harry Kane, who was replaced before the end for the second game running after a subdued display.
Kane’s performance against Croatia last weekend could be put down to a slow start to Euro 2020 in searing heat, but another anonymous outing suggested the captain is out of sorts.
Is Kane unfit, distracted by doubt over his club future or simply struggling for service in an England team which is yet to click?
It feels like a combination of all of the above but it would too kind to Kane to suggest his display was down to a lack of service alone.
At his best, Kane is a player who grabs the game by the scruff of the neck and makes things happen, regardless of his team-mates, and there was no evidence of that at Wembley.
His best opening came just before the hour when he created space from 18 yards but hesitated just a second too long, and his shot was blocked.
15 minutes later, he was hooked for Marcus Rashford after another game without a shot on target.
For all England’s struggles, Scotland and their manager Steve Clarke deserve enormous credit for a memorable performance, which sets up a play-off against Croatia to reach the knockouts on Tuesday.
Clarke’s changes from the 2-0 defeat to the Czech Republic all paid off, with Scott McTominay and Kieran Tierney’s return to the back three giving Scotland far more solidity defensively either side of the excellent Grant Hanley, and Chelsea’s Gilmour catching the eye in midfield with a composed display.
Southgate, meanwhile, had urged his players before the game to drown out the noise and focus on the tactical battle and their own performance.
It was hard not to conclude, though, that he got his tactics and big decisions wrong.
Even the crowd-pleasing introduction of Jack Grealish just after the hour seemed peculiar, with the lively Phil Foden making way. Why not play both when England are struggling for creativity and thrust?
And hauling off the ineffective Kane for Rashford when Declan Rice, Kalvin Phillips and Mason Mount all remained on the field also looked overly cautious.
England now face a play-off against the Czechs to decide where they will qualify in the group and on this evidence they will need to improve.